-76.7%
PCG vs STLA
+21.0%
-97.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -1.1% | -6.4% | +5.3% | +0.4% |
| 30D | +0.1% | -1.3% | +1.4% | +0.1% |
| 3M | -24.4% | -19.9% | -4.5% | -21.2% |
| 6M | -17.7% | -42.9% | +25.2% | -7.3% |
| YTD | -17.4% | -59.4% | +42.0% | -0.2% |
| 1Y | -19.4% | -56.8% | +37.5% | -4.6% |
| 3Y | -18.6% | -73.1% | +54.5% | +4.6% |
| 5Y | +10.2% | -70.1% | +80.3% | +31.9% |
| 10Y | -76.7% | +19.8% | -96.5% | -78.6% |
| All | -76.7% | +21.0% | -97.7% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling